Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.76% | 66.03 % | 66.53 % | 500'000 | 250'000 | 500'000 | 250'000 | 329'792 CHF | 166'146 CHF | 98.85% | 98.85% |
12.07.2024 | 0.74% | 66.87 % | 67.37 % | 500'000 | 250'000 | 500'000 | 250'000 | 337'098 CHF | 169'799 CHF | 78.76% | 78.76% |
11.07.2024 | 0.75% | 67.22 % | 67.72 % | 500'000 | 250'000 | 500'000 | 251'916 | 333'071 CHF | 169'255 CHF | 88.04% | 88.04% |
10.07.2024 | 0.64% | 77.54 % | 78.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 386'545 CHF | 389'045 CHF | 94.73% | 94.73% |
09.07.2024 | 0.63% | 78.50 % | 79.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'146 CHF | 398'646 CHF | 97.69% | 97.69% |
08.07.2024 | 0.62% | 80.14 % | 80.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'941 CHF | 407'441 CHF | 99.77% | 99.77% |
05.07.2024 | 0.62% | 80.06 % | 80.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'890 CHF | 404'390 CHF | 98.51% | 98.51% |
04.07.2024 | 0.62% | 79.70 % | 80.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'243 CHF | 403'743 CHF | 88.75% | 88.75% |
03.07.2024 | 0.67% | 75.86 % | 76.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'096 CHF | 375'596 CHF | 90.02% | 90.02% |
02.07.2024 | 0.70% | 71.23 % | 71.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 355'168 CHF | 357'668 CHF | 99.19% | 99.19% |